| Trading Metrics calculated at close of trading on 25-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2012 | 
                    25-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        12,464 | 
                        12,538 | 
                        74 | 
                        0.6% | 
                        12,335 | 
                     
                    
                        | High | 
                        12,543 | 
                        12,586 | 
                        43 | 
                        0.3% | 
                        12,586 | 
                     
                    
                        | Low | 
                        12,389 | 
                        12,401 | 
                        12 | 
                        0.1% | 
                        12,286 | 
                     
                    
                        | Close | 
                        12,536 | 
                        12,429 | 
                        -107 | 
                        -0.9% | 
                        12,429 | 
                     
                    
                        | Range | 
                        154 | 
                        185 | 
                        31 | 
                        20.1% | 
                        300 | 
                     
                    
                        | ATR | 
                        167 | 
                        169 | 
                        1 | 
                        0.8% | 
                        0 | 
                     
                    
                        | Volume | 
                        174,744 | 
                        135,469 | 
                        -39,275 | 
                        -22.5% | 
                        787,594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,027 | 
                12,913 | 
                12,531 | 
                 | 
             
            
                | R3 | 
                12,842 | 
                12,728 | 
                12,480 | 
                 | 
             
            
                | R2 | 
                12,657 | 
                12,657 | 
                12,463 | 
                 | 
             
            
                | R1 | 
                12,543 | 
                12,543 | 
                12,446 | 
                12,508 | 
             
            
                | PP | 
                12,472 | 
                12,472 | 
                12,472 | 
                12,454 | 
             
            
                | S1 | 
                12,358 | 
                12,358 | 
                12,412 | 
                12,323 | 
             
            
                | S2 | 
                12,287 | 
                12,287 | 
                12,395 | 
                 | 
             
            
                | S3 | 
                12,102 | 
                12,173 | 
                12,378 | 
                 | 
             
            
                | S4 | 
                11,917 | 
                11,988 | 
                12,327 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                13,334 | 
                13,181 | 
                12,594 | 
                 | 
             
            
                | R3 | 
                13,034 | 
                12,881 | 
                12,512 | 
                 | 
             
            
                | R2 | 
                12,734 | 
                12,734 | 
                12,484 | 
                 | 
             
            
                | R1 | 
                12,581 | 
                12,581 | 
                12,457 | 
                12,658 | 
             
            
                | PP | 
                12,434 | 
                12,434 | 
                12,434 | 
                12,472 | 
             
            
                | S1 | 
                12,281 | 
                12,281 | 
                12,402 | 
                12,358 | 
             
            
                | S2 | 
                12,134 | 
                12,134 | 
                12,374 | 
                 | 
             
            
                | S3 | 
                11,834 | 
                11,981 | 
                12,347 | 
                 | 
             
            
                | S4 | 
                11,534 | 
                11,681 | 
                12,264 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                12,586 | 
                12,286 | 
                300 | 
                2.4% | 
                172 | 
                1.4% | 
                48% | 
                True | 
                False | 
                157,518 | 
                 
                
                | 10 | 
                12,798 | 
                12,286 | 
                512 | 
                4.1% | 
                177 | 
                1.4% | 
                28% | 
                False | 
                False | 
                169,624 | 
                 
                
                | 20 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                171 | 
                1.4% | 
                14% | 
                False | 
                False | 
                150,707 | 
                 
                
                | 40 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                164 | 
                1.3% | 
                14% | 
                False | 
                False | 
                135,061 | 
                 
                
                | 60 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                151 | 
                1.2% | 
                14% | 
                False | 
                False | 
                116,833 | 
                 
                
                | 80 | 
                13,284 | 
                12,286 | 
                998 | 
                8.0% | 
                136 | 
                1.1% | 
                14% | 
                False | 
                False | 
                87,634 | 
                 
                
                | 100 | 
                13,284 | 
                12,170 | 
                1,114 | 
                9.0% | 
                125 | 
                1.0% | 
                23% | 
                False | 
                False | 
                70,109 | 
                 
                
                | 120 | 
                13,284 | 
                11,639 | 
                1,645 | 
                13.2% | 
                121 | 
                1.0% | 
                48% | 
                False | 
                False | 
                58,426 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            13,372 | 
         
        
            | 
2.618             | 
            13,070 | 
         
        
            | 
1.618             | 
            12,885 | 
         
        
            | 
1.000             | 
            12,771 | 
         
        
            | 
0.618             | 
            12,700 | 
         
        
            | 
HIGH             | 
            12,586 | 
         
        
            | 
0.618             | 
            12,515 | 
         
        
            | 
0.500             | 
            12,494 | 
         
        
            | 
0.382             | 
            12,472 | 
         
        
            | 
LOW             | 
            12,401 | 
         
        
            | 
0.618             | 
            12,287 | 
         
        
            | 
1.000             | 
            12,216 | 
         
        
            | 
1.618             | 
            12,102 | 
         
        
            | 
2.618             | 
            11,917 | 
         
        
            | 
4.250             | 
            11,615 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                12,494 | 
                                12,436 | 
                             
                            
                                | PP | 
                                12,472 | 
                                12,434 | 
                             
                            
                                | S1 | 
                                12,451 | 
                                12,431 | 
                             
             
         |